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FIND.L vs. COPA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIND.L vs. COPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals Longer Dated (FIND.L) and WisdomTree Copper (COPA.L). The values are adjusted to include any dividend payments, if applicable.

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FIND.L vs. COPA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIND.L
WisdomTree Industrial Metals Longer Dated
4.44%19.87%3.63%-11.12%-1.92%28.50%14.41%5.70%-20.26%27.06%
COPA.L
WisdomTree Copper
-1.24%36.37%4.81%2.66%-13.58%24.36%21.41%4.90%-20.37%26.83%

Returns By Period

In the year-to-date period, FIND.L achieves a 4.44% return, which is significantly higher than COPA.L's -1.24% return. Over the past 10 years, FIND.L has underperformed COPA.L with an annualized return of 7.51%, while COPA.L has yielded a comparatively higher 8.48% annualized return.


FIND.L

1D
1.29%
1M
-0.27%
YTD
4.44%
6M
16.52%
1Y
16.20%
3Y*
6.15%
5Y*
6.29%
10Y*
7.51%

COPA.L

1D
1.15%
1M
-5.02%
YTD
-1.24%
6M
14.40%
1Y
8.55%
3Y*
10.73%
5Y*
6.63%
10Y*
8.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIND.L vs. COPA.L - Expense Ratio Comparison

Both FIND.L and COPA.L have an expense ratio of 0.49%.


Return for Risk

FIND.L vs. COPA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FIND.L
FIND.L Risk / Return Rank: 3737
Overall Rank
FIND.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FIND.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
FIND.L Omega Ratio Rank: 3737
Omega Ratio Rank
FIND.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
FIND.L Martin Ratio Rank: 3131
Martin Ratio Rank

COPA.L
COPA.L Risk / Return Rank: 1919
Overall Rank
COPA.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
COPA.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
COPA.L Omega Ratio Rank: 2222
Omega Ratio Rank
COPA.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
COPA.L Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FIND.L vs. COPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals Longer Dated (FIND.L) and WisdomTree Copper (COPA.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FIND.LCOPA.LDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.24

+0.54

Sortino ratio

Return per unit of downside risk

1.10

0.53

+0.57

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

1.33

0.34

+0.99

Martin ratio

Return relative to average drawdown

3.23

0.72

+2.51

FIND.L vs. COPA.L - Sharpe Ratio Comparison

The current FIND.L Sharpe Ratio is 0.79, which is higher than the COPA.L Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FIND.L and COPA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FIND.LCOPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.24

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.25

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.37

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.06

-0.06

Correlation

The correlation between FIND.L and COPA.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIND.L vs. COPA.L - Dividend Comparison

Neither FIND.L nor COPA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FIND.L vs. COPA.L - Drawdown Comparison

The maximum FIND.L drawdown since its inception was -65.36%, roughly equal to the maximum COPA.L drawdown of -67.44%. Use the drawdown chart below to compare losses from any high point for FIND.L and COPA.L.


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Drawdown Indicators


FIND.LCOPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-65.36%

-67.44%

+2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-25.25%

+12.65%

Max Drawdown (5Y)

Largest decline over 5 years

-40.56%

-34.64%

-5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.56%

-38.75%

-1.81%

Current Drawdown

Current decline from peak

-21.23%

-8.77%

-12.46%

Average Drawdown

Average peak-to-trough decline

-42.83%

-33.51%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

11.82%

-6.62%

Volatility

FIND.L vs. COPA.L - Volatility Comparison

The current volatility for WisdomTree Industrial Metals Longer Dated (FIND.L) is 5.36%, while WisdomTree Copper (COPA.L) has a volatility of 6.19%. This indicates that FIND.L experiences smaller price fluctuations and is considered to be less risky than COPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIND.LCOPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

6.19%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

18.32%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

35.22%

-14.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.69%

26.17%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

23.19%

-3.48%